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Trade: ZEN/USDT/240/SINWMA/VWMA/5235

Strategy
ZEN/USDT/240/SINWMA/VWMA/5235
Pair
ZEN_USDT
Interval
4h
Score
312721
Daily Profit
0.247837
Profit Factor
2.906824
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
1915.500000
Evaluation Time
2025-10-03 18:40
Expiration Time
2025-11-30 01:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 544795.8331 474731.9487 70063.8844 455282.7928 -22077.0307 477359.8235
Total P&L (%) 544.7958 474.7319 70.0639 455.2828 -22.077 477.3598
Avg Daily Profit (%) 0.2844 0.2478 0.0366 0.0895 -0.013 0.0916
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89943 -114480 -80161 -490256 -424718 -139579
Profit Factor 2.1326 2.9068 1.302 1.2524 0.9802 1.6956
Total Trades 65 32 33 65 32 33
Winning Trades 29 12 17 29 12 17
Losing Trades 36 20 16 36 20 16
Profitability (%) 44.6154 37.5 51.5152 44.6154 37.5 51.5152
Ratio Avg Win / Avg Loss 2.6474 4.8447 1.2254 1.5547 1.6337 1.5959
Largest Winning Trade 260531 260531 55907 461689 461689 374922
Largest Losing Trade -32187 -23054 -32187 -221680 -221680 -121922
Avg Bars in Trades 171 170 172 171 170 172
Avg Bars in Winners 253 258 249 253 258 249
Avg Bars in Losers 105 117 89 105 117 89
Bars Traded 11142 5461 5681 11142 5461 5681
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125556 312721 -143769 -210891 -582893 -67323
Evaluation Data
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597003200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506053392,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            544795.8331493445,
            474731.9487304601,
            70063.8844188843,
            455282.7928052637,
            -22077.030734018,
            477359.8235392815
        ],
        [
            544.795833,
            474.731949,
            70.063884,
            455.282793,
            -22.077031,
            477.359824
        ],
        [
            0.284414,
            0.247837,
            0.036577,
            0.089537,
            -0.013022,
            0.091574
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89943,
            -114480,
            -80161,
            -490256,
            -424718,
            -139579
        ],
        [
            2.132631,
            2.906824,
            1.301953,
            1.252379,
            0.980248,
            1.695606
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            29,
            12,
            17,
            29,
            12,
            17
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            44.615385,
            37.5,
            51.515152,
            44.615385,
            37.5,
            51.515152
        ],
        [
            2.647404,
            4.844706,
            1.225368,
            1.554678,
            1.633747,
            1.595864
        ],
        [
            260531,
            260531,
            55907,
            461689,
            461689,
            374922
        ],
        [
            -32187,
            -23054,
            -32187,
            -221680,
            -221680,
            -121922
        ],
        [
            171,
            170,
            172,
            171,
            170,
            172
        ],
        [
            253,
            258,
            249,
            253,
            258,
            249
        ],
        [
            105,
            117,
            89,
            105,
            117,
            89
        ],
        [
            11142,
            5461,
            5681,
            11142,
            5461,
            5681
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125556,
            312721,
            -143769,
            -210891,
            -582893,
            -67323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ZEN_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11493,
    "evaluation_days": 1915.5,
    "actual_first_datapoint_time": 1594008000000,
    "first_datapoint_time": 1597003200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759506053392,
    "expiration_time": 1764457776000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 209,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)